Quantbot Technologies Portfolio holdings
Quantbot Technologies runs computer-driven trading strategies, buying and selling stocks long and short and holding positions from a few seconds to a few days. The firm was founded in 2009 and also trades options, swaps and futures. It is hired to manage money for private funds, whose investors are institutional investors, high net worth individuals and employees. Paul White is its president and chief executive, and Ashar Mahboob is its chief investment officer.
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
S&P Global
SPGI
|
+$16.3M |
| 2 |
PayPal
PYPL
|
+$15.7M |
| 3 |
Walmart Inc
WMT
|
+$13.8M |
| 4 |
Roper Technologies
ROP
|
+$11.5M |
| 5 |
PepsiCo
PEP
|
+$10.4M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Caterpillar
CAT
|
+$16.4M |
| 2 |
Broadcom
AVGO
|
+$16M |
| 3 |
AABA
Altaba Inc
AABA
|
+$13.9M |
| 4 |
Honeywell
HON
|
+$13.1M |
| 5 |
Progressive
PGR
|
+$12.9M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 15.51% |
| 2 | Consumer Discretionary | 14.07% |
| 3 | Financials | 13.87% |
| 4 | Industrials | 12.94% |
| 5 | Healthcare | 12.25% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
126
Colgate-Palmolive
CL
$76.8B
| $3.35M | 0.23% |
+50,065
| New | +$3.33M |
2018 Q3
0 quarters
|
|
127
American Express
AXP
$215B
| $3.3M | 0.23% |
31,016
+608
| +2% | +$63.2K |
2018 Q2
1 quarter
|
|
128
PG&E
PCG
$28.6B
| $3.3M | 0.23% |
71,685
+32,257
| +82% | +$1.44M |
2018 Q1
2 quarters
|
|
|
ATHN
129
DELISTED
Athenahealth, Inc.
ATHN
| $3.3M | 0.23% |
+24,668
| New | +$3.7M |
2018 Q3
0 quarters
|
|
|
HDS
130
DELISTED
HD Supply Holdings, Inc.
HDS
| $3.26M | 0.23% |
76,280
+23,541
| +45% | +$1.03M |
2017 Q1
6 quarters
|
|
131
Mohawk Industries
MHK
$8.75B
| $3.18M | 0.22% |
+18,153
| New | +$3.56M |
2018 Q3
0 quarters
|
|
132
Hewlett Packard
HPE
$59.4B
| $3.15M | 0.22% |
193,109
-188,577
| -49% | -$3.02M |
2018 Q1
2 quarters
|
|
133
Cboe Global Markets
CBOE
$36.9B
| $3.14M | 0.22% |
32,706
+9,530
| +41% | +$961K |
2018 Q1
2 quarters
|
|
134
Avery Dennison
AVY
$14.1B
| $3.11M | 0.22% |
28,697
+12,351
| +76% | +$1.33M |
2018 Q1
2 quarters
|
|
|
NEWR
135
DELISTED
New Relic, Inc.
NEWR
| $3.11M | 0.22% |
32,998
+19,874
| +151% | +$2.06M |
2018 Q1
2 quarters
|
|
136
Wells Fargo
WFC
$252B
| $3.09M | 0.22% |
58,717
-96,442
| -62% | -$5.51M |
2018 Q2
1 quarter
|
|
|
TCF
137
DELISTED
TCF Financial Corporation
TCF
| $3.08M | 0.22% |
129,343
+93,101
| +257% | +$2.36M |
2018 Q2
1 quarter
|
|
138
Evergy
EVRG
$20.5B
| $3.02M | 0.21% |
+54,932
| New | +$3.11M |
2018 Q3
0 quarters
|
|
139
Idexx Laboratories
IDXX
$53.3B
| $3.01M | 0.21% |
12,047
-3,459
| -22% | -$840K |
2017 Q2
5 quarters
|
|
140
ICU Medical
ICUI
$4.3B
| $2.95M | 0.21% |
10,439
+7,211
| +223% | +$2.11M |
2018 Q2
1 quarter
|
|
141
Willis Towers Watson
WTW
$30.3B
| $2.94M | 0.21% |
+20,881
| New | +$3.16M |
2018 Q3
0 quarters
|
|
142
Molina Healthcare
MOH
$10.9B
| $2.92M | 0.2% |
19,654
+12,987
| +195% | +$1.66M |
2018 Q2
1 quarter
|
|
143
Lincoln National
LNC
$7.63B
| $2.91M | 0.2% |
43,070
-9,263
| -18% | -$611K |
2017 Q2
5 quarters
|
|
144
Boeing
BA
$137B
| $2.9M | 0.2% |
7,802
+6,176
| +380% | +$2.17M |
2018 Q2
1 quarter
|
|
145
Healthcare Realty
HR
$6.5B
| $2.88M | 0.2% |
107,987
+93,917
| +667% | +$2.59M |
2018 Q1
2 quarters
|
|
146
Dana Inc
DAN
$2.17B
| $2.86M | 0.2% |
153,481
-44,299
| -22% | -$892K |
2017 Q4
3 quarters
|
|
147
Ameriprise Financial
AMP
$43.5B
| $2.86M | 0.2% |
+19,379
| New | +$2.77M |
2018 Q3
0 quarters
|
|
148
KLA
KLAC
$180B
| $2.85M | 0.2% |
280,430
-105,910
| -27% | -$1.16M |
2017 Q4
3 quarters
|
|
149
Mastercard
MA
$569B
| $2.85M | 0.2% |
+12,807
| New | +$2.67M |
2018 Q3
0 quarters
|
|
|
SIVB
150
DELISTED
SVB Financial Group
SIVB
| $2.84M | 0.2% |
9,148
-23,843
| -72% | -$7.52M |
2018 Q1
2 quarters
|
|
Similar funds
Quantbot Technologies's Q3 2018 Portfolio in Review
As of Q3 2018, Quantbot Technologies held 1,725 positions worth $1.43B, down 2.7% from $1.47B the previous quarter. Its ten largest holdings account for 8.5% of the portfolio.
Quantbot Technologies withdrew a net $50M in Q3 2018, closing 498 positions and reducing 348 holdings. Its most notable exit was Caterpillar, an estimated $16.4M position sold in full.
By sector, the portfolio is most concentrated in Technology at 16% of assets, down from 16% a quarter earlier, followed by Consumer Discretionary and Financials.
Against the trend, Quantbot Technologies opened a new position in S&P Global worth $15.5M.
- Quantbot Technologies's largest Q3 2018 buy was S&P Global: 79,131 shares worth $15.5M.
- Quantbot Technologies added most to Roper Technologies in Q3 2018, an estimated $11.5M increase.
- Quantbot Technologies's biggest Q3 2018 reduction was Progressive, cutting an estimated $12.9M.
- Quantbot Technologies fully exited Caterpillar in Q3 2018, selling an estimated $16.4M.
- Quantbot Technologies's ten largest holdings make up 8.5% of its $1.43B portfolio in Q3 2018.
- Quantbot Technologies opened 560 new positions and closed 498 in Q3 2018.
- Quantbot Technologies's portfolio value fell 2.7% quarter-over-quarter to $1.43B.
Based on Quantbot Technologies's 13F filing for Q3 2018, filed 13 Nov 2018.